Queen's University, Kingston, Ontario, Canada. Previous versions of this paper have been presented at Queen's University, The University of Alberta, and the University of Ottawa. I thank the participants in these seminars and also Guy Charest, Jean-Marie Gagnon, Richard Roll, and Bruno Verdon for their comments. I also thank Robert H. Litzenberger and the editor for some improvements in the paper. Catherine Snedden has provided excellent research assistance throughout the work. The research was funded by the Social Sciences and Humanities Research Council of Canada and by Canadian Pacific Limited.
Dividends and Capital Asset Prices
Version of Record online: 30 APR 2012
© 1982 the American Finance Association
The Journal of Finance
Volume 37, Issue 4, pages 1071–1086, September 1982
How to Cite
MORGAN, I. G. (1982), Dividends and Capital Asset Prices. The Journal of Finance, 37: 1071–1086. doi: 10.1111/j.1540-6261.1982.tb03599.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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